0.26Open0.27Pre Close114 Volume1.09K Open Interest11.00Strike Price2.67KTurnover49.75%IV10.01%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2579Delta0.2706Gamma57.66Leverage Ratio-0.0097Theta0.0014Rho14.87Eff Leverage0.0077Vega